Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, Band 49) - Softcover

 
9781441948403: Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, Band 49)
Softcover
ISBN 10: 1441948406 ISBN 13: 9781441948403
Verlag: Springer, 2010

Inhaltsangabe

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options).
Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

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Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
1441948406
ISBN 13 
9781441948403
Einband
Taschenbuch
Anzahl der Seiten
320
Herausgeber
Uryasev Stanislav
Kontakt zum Hersteller
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Darmstadt
64293
Deutschland

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9780792366447: Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, 49, Band 49)

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